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RE: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times



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MCO has a provision through a command line option to run it either way … I haven’t done enough testing to give a definitive answer but It doesn’t seem to matter whether I force it or Windows ( XP X64 ) manages it

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dingo
Sent: Tuesday, June 17, 2008 7:53 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times

 

Are you setting each instance to a unique affinity or letting windows try to
balance it?

d

> -----Original Message-----
> From: amibroker@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com] On Behalf Of Fred Tonetti
> Sent: Tuesday, June 17, 2008 7:10 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: RE: [amibroker] Multi Core Optimization, L2 Cache &
> Optimization Run Times
>
> Here are some results I got with my new toy .
>
> This is using a reasonably complex system on ~500 symbols
> over 10 years
> i.e. ~2500 bars ...
>
>
>
> Cores Time Percent
>
>
>
> 1 218
>
> 2 114 52.29%
>
> 3 79 36.24%
>
> 4 62 28.44%
>
> 5 52 23.85%
>
> 6 46 21.10%
>
> 7 41 18.81%
>
> 8 37 16.97%
>
>
>
> As expected the higher you go the more overhead there is . but
> improvements like this are still well worth the effort .
> Especially on a
> single box .
>
>
>
>
>
> ________________________________
>
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com] On
> Behalf Of Steve Dugas
> Sent: Saturday, June 14, 2008 7:00 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: Re: [amibroker] Multi Core Optimization, L2 Cache &
> Optimization Run Times
>
>
>
> Very interesting Fred, thanks! This looks encouraging, at
> least for us
> EOD guys.
>
>
>
> One thing I notice - at 32 tickers, it looks like the curve has
> "recovered" to what you might expect to see even if there was
> no dent at
> 16. And also, after 32 the curve seems to get a second wind, i.e. it
> "inverts" and the time per symbol decreases *more* rapidly as more
> tickers are added. What do you think might account for that?
> Is it just
> due to the log nature of the chart? Thanks!
>
>
>
> Steve
>
> ----- Original Message -----
>
> From: Fred Tonetti <mailto:ftonetti@xxxxxxxxxxnet>
>
> To: amibroker@xxxxxxxxxps.com <mailto:amibroker@xxxxxxxxxps.com>
> Sent: Saturday, June 14, 2008 5:49 PM
>
> Subject: [amibroker] Multi Core Optimization, L2 Cache &
> Optimization Run Times
>
>
>
> Given TJ's comments about:
>
>
>
> - The amount of memory utilized in processing symbols
> of data
>
> - Whether or not this would fit in the L2 cache
>
> - The effect it would have on optimizations when it
> didn't
>
>
>
> I finally got around to running a little benchmark for Multi
> Core Optimization using the program I wrote and posted ( MCO
> ) which I'
> ll be posting a new version of shortly .
>
>
>
> These tests were run under the following conditions:
>
>
>
> - A less than state of the art laptop with
>
> o Core 2 Duo 1.86 Ghz processor
>
> o 2 MB of L2 Cache
>
>
>
> - Watch Lists of symbols each of which
>
> o Contains the next power of two number of symbols of the
> previous i.e. 1, 2, 4, 8, 16, 32, 64, 128, 256
>
> o Contains Symbols containing ~5000 bars of data .
>
>
>
> Given the above:
>
>
>
> - Each symbol should require 160,000 bytes i.e. ~5,000
> bars * 32 bytes per bar
>
> - Loading more than 13 symbols should cause L2 cache
> misses to occur
>
>
>
> Results:
>
>
>
> - See the attached data & chart
>
>
>
> There are several interesting things I find regarding the
> results .
>
>
>
> - The "dent" in the curve looking left to right occurs
> right where you'd think it would, between 8 symbols and 16
> symbols i.e.
> from the point at which all data can be loaded to and
> accessed from the
> L2 cache to the point where it no longer can .
>
> - The "dent" occurs in the same place running either
> one or two instances of AB
>
> - The "dent" while clearly visible is hardly traumatic
> in terms of run times
>
> - The relationship of run times between running one and
> two instances of AB is consistent at 40% savings in terms of run times
> regardless of the number of symbols.
>
> - This is also in line when one looks at how much CPU
> is utilized when running one instance of AB which on the test
> machine is
> typically in the 54 - 60% range.
>
>
>
> I have a new toy that I'll be trying these benchmarks on again
> shortly i.e. a dual core 2 duo quad 3.0 ghz .
>
>
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> Date: 6/16/2008 7:20 AM
>



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